A Parallel Inexact Newton Method Using a Krylov Multisplitting Algorithm
A Parallel Inexact Newton Method Using a Krylov Multisplitting Algorithm
Files
Publication or External Link
Date
1998-10-15
Authors
Huang, Chiou-Ming
O'Leary, Dianne P.
Advisor
Citation
DRUM DOI
Abstract
Abstract. We present a paraUel variant of the inexact Newton algorithm
that uses the Krylov multisplitting algorithm (KMS) to compute the
approxrmate Newton direction. The algorithm can be used for solving
unconstrained optimization problems or systems of nonlinear equations.
The KMS algorithm is a more efficient paraUel implementation of Krylov
subspace methods (GMRES, Arnoldi, etc.) with multisplitting
preconditioners. The work of the KMS algorithm is divided into the
multisplitting tasks and a direction forrning task. There is a great deal
of paraUelism within each task and the number of synchronization points
between the tasks is greatly reduced. We study the local and global
convergence properties of the algorithm and present results of numerical
examples on a sequential computer.
(Also cross-referenced as UMIACS-TR-93-71)